-29.1%
ASTE vs VT
+214.8%
-243.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.1% | -6.0% | -5.1% |
| 7D | -11.4% | -4.2% | -7.2% | -6.5% |
| 30D | -14.3% | -5.8% | -8.5% | -7.6% |
| 3M | -21.3% | -5.2% | -16.0% | -15.7% |
| 6M | -43.3% | +0.1% | -43.4% | -43.2% |
| YTD | -17.7% | +8.2% | -26.0% | -24.6% |
| 1Y | -21.2% | +10.1% | -31.3% | -29.2% |
| 3Y | +18.0% | +69.7% | -51.6% | -35.1% |
| 5Y | -42.0% | +53.4% | -95.4% | -64.0% |
| All | -29.1% | +214.8% | -243.9% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling